[STAD_01] MACD Breakout System

This is the MACD breakout System. Optimization was doing through years 2003 and 2007 and let it run on its own until 2010. Very disappoint result, but still a very good study.

Input: FastMA(20),SlowMA(30),MacdMA(40), NCos(4), NBars(60), AtrMult(0.0), Trailbar(30), stopPer(1.0);
Vars: MVal(0), MAvg(0), MDif(0),counter(0), MVunter(0), TotalBars(0), HighestHi(0), LowestLo(0);
Array: MV[2,50](0);

MVal = MACD(FastMA,SlowMA);
MAvg = ema(MACD(FastMA,SlowMA),MacdMA);
MDif = MVal - MAvg;

// MA array and macd cross, High, low SAVE
counter = 0;
If CrossUp(MDif , 0) OR CrossDown(MDIF , 0) Then Begin
For counter = 0 to 49 Begin
MV[ 0 , 50 - Counter ] = MV[ 0 , 49 - Counter ];
MV[ 1 , 50 - Counter ] = MV[ 1 , 49 - Counter ];
MV[ 2 , 50 - Counter ] = MV[ 2 , 49 - Counter ];
End;
MV[ 0 , 0 ] = Index;
MV[ 1, 0 ] = High;
MV[ 2, 0 ] = Low;
End;

// Finding the highest corss and lowest cross when MACD Crosses over
HighestHi = -1;
LowestLo = 9999;
For counter = 0 to NCOs-1 Begin
If MV[ 1 , counter ] > HighestHi then
HighestHi = MV[ 1 , counter ];
If MV[ 2 , counter ] < LowestLo then
LowestLo = MV[ 2 , counter ];
End;

Totalbars = Index - MV[ 0 , NCOs - 1];
if date <> date[1] then var1 = date[1];
If TotalBars < NBars and exitdate(1) != var1 and stime < 150000 then Begin
Buy("B",atstop, HighestHi + ATR(30)*AtrMult) ;
Sell("S",atstop, LowestLo - ATR(30)*AtrMult) ;
End;

ExitLong("EL", atstop, Lowest( Low , TrailBar ));
ExitShort("ES", atstop, Highest( High , TrailBar));

SetStopLoss(StopPer);
SetStopEndofday(150000);

-Charles Sin